+304.1%
CFG vs RRX
+216.7%
+87.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.5% |
| 7D | -1.7% | -3.7% | +2.1% | +0.4% |
| 30D | -4.6% | -9.3% | +4.7% | +0.6% |
| 3M | +7.9% | -21.8% | +29.7% | +19.7% |
| 6M | +19.9% | -22.0% | +41.9% | +29.7% |
| YTD | +21.7% | +11.9% | +9.8% | +3.3% |
| 1Y | +38.4% | +11.6% | +26.8% | +16.0% |
| 3Y | +187.0% | +2.2% | +184.8% | +133.6% |
| 5Y | +99.5% | +14.9% | +84.7% | +39.7% |
| All | +304.1% | +216.7% | +87.4% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling